+95.1%
DKNG vs MTSI
+1,169.4%
-1,074.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.1% |
| 7D | -18.7% | +29.1% | -47.8% | -26.5% |
| 30D | -3.0% | -20.4% | +17.4% | +1.6% |
| 3M | -25.0% | -20.9% | -4.1% | -23.0% |
| 6M | -22.3% | -32.3% | +9.9% | -18.9% |
| YTD | -44.5% | +43.5% | -88.0% | -60.4% |
| 1Y | -39.3% | +43.8% | -83.1% | -57.0% |
| 3Y | -45.4% | +218.8% | -264.2% | -75.8% |
| 5Y | -52.8% | +228.3% | -281.1% | -80.1% |
| All | +95.1% | +1,169.4% | -1,074.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling